Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 208'000 | 208'000 | 207'965 | 207'965 | 164'408 CHF | 166'488 CHF | 100.00% | 100.00% |
19.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 208'000 | 208'000 | 208'037 | 208'037 | 167'278 CHF | 169'359 CHF | 100.00% | 100.00% |
18.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 203'000 | 203'000 | 205'401 | 205'401 | 158'621 CHF | 160'676 CHF | 100.00% | 100.00% |
15.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 208'000 | 208'000 | 203'868 | 203'868 | 155'702 CHF | 157'741 CHF | 100.00% | 100.00% |
14.11.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 203'000 | 203'000 | 207'189 | 207'189 | 164'018 CHF | 166'090 CHF | 100.00% | 100.00% |
13.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 208'000 | 208'000 | 211'766 | 211'766 | 176'821 CHF | 178'939 CHF | 100.00% | 100.00% |
12.11.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 213'000 | 213'000 | 208'820 | 208'820 | 171'759 CHF | 173'847 CHF | 99.85% | 99.85% |
11.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 203'000 | 203'000 | 203'170 | 203'170 | 154'802 CHF | 156'833 CHF | 99.71% | 99.71% |
08.11.2024 | 1.39% | 0.78 CHF | 0.79 CHF | 208'000 | 208'000 | 198'481 | 198'481 | 149'372 CHF | 151'408 CHF | 100.00% | 100.00% |
07.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 194'000 | 194'000 | 194'669 | 194'669 | 122'234 CHF | 124'180 CHF | 100.00% | 100.00% |